"Tathra certainly doesn't have a history of shark attacks on the database."

The fatal shark attack brings to 47 the number of people killed in NSW in the past 100 years, according to the Shark Attack File.

Dr Colin Simpfendorfer, a shark researcher at Queensland's James Cook University, said the shark was likely to have been a great white as they inhabit Australia's southern waters.

"If you swim in the ocean, there is a remote chance you will be bitten by a shark," he said.

"There is no place that is particularly safe."

Tathra Beach near the border of Victoria was the scene of a fatal drowning in 2008 when a father attempted to save his sons. It is believed to be the first shark attack on the Australian east coast this year. Photo: 7News

In a separate incident, WA Police are investigating whether a diver found dead south of Perth was killed by a shark.

Scuba diver Michael "Mick" McGregor, 38, disappeared off Mandurah on Saturday and his body was found yesterday.

Michael 'Mick' McGregor and his dog Dozer. Photo: Supplied

Police said McGregor's remains indicated he had been attacked by a shark but they were not yet able to tell whether he had been bitten before or after he died.

Mr McGregor's devastated girlfriend Elizabeth Cambage said last night that he had kissed her goodbye on Saturday morning and told her: "I'll be back at lunchtime."

"I couldn't ever pull him out of that water . . . he loved it," she said. "Scuba diving, fishing, boating, crabbing . . . he did whatever he could in the water."

Ms Cambage said everyone was shocked by his death and were unsure what had happened.